Results 131 to 140 of about 3,551 (159)

A generalization of Φ-moment martingale inequalities

, 2015
Lihua Peng, Junping Li
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Almost sure invariance principles for generalization of martingales

, 1987

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BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingales

Communications in Information and Systems, 2021
Yunzhang Li, Shanjian Tang
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A Generalization of Girsanov’s Theorem on Substitution of Measures to the Case of Semi-Martingales with Jumps

, 1978
L. I. Gal’chuk
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On Azuma-Type Inequalities for Banach Space-Valued Martingales

Journal of Theoretical Probability, 2021
Sijie Luo
exaly  

Singular integrals on local fields and generalizations to martingales

, 1979
Svante Janson
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Conformable Fractional Martingales and Some Convergence Theorems

Mathematics, 2022
exaly  

Generalized martingales

1970
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Stochastic integration and generalized martingales

Mathematics and Computers in Simulation, 1979
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A generalized Itô formula for two-parameter martingales. II

1986
This article is a continuation of the previous work of the author on the same subject [ibid. 30, 114-127 (1984; Zbl 0563.60047); English translation in Theory Probab. Math. Stat. 30, 127-142 (1985)]. The present paper is devoted to establish a change of variable formula for two-parameter martingales which can be decomposed into four orthogonal ...
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